ChainLadder

Help wanted!

This package is very early in its development cycle.

Interested in developing loss reserving techniques in Julia? Consider contributing to this package. Open an issue, create a pull request, or discuss on the Julia Zulip's #actuary channel.

Quickstart

using ChainLadder
using CSV
using Test
using DataFrames

raa = CSV.File("test/data/raa.csv") |> DataFrame

t = CumulativeTriangle(raa.origin,raa.development,raa.values)

lin = LossDevelopmentFactor(t)

s = square(t,lin)

total_loss(t,lin)

outstanding_loss(t,lin)